I personally would not want to go there, because I will be missing out on a lot of the amenities that I enjoy here on Earth. I mean, what are we supposed to eat on Mars? How about recreation? No tv, internet, video games, movies, or radio? That's worse than being on Survivor! I think that the 200,000 people that applied for it think that they wouldn't miss Earth anyway, so they are completely ok with being stuck in Mars forever. I find it weird, but hey, it's their life, so let them be.
The biggest (long-term) problem with modern entertainment on Mars is the travel time between Mars and Earth. However, it is only a matter of resources and energy to solve the remaining recreational issues, which should not be a problem for someone who has the money and technology to travel to Mars. Regarding food, it is already possible to print pizzas and hamburgers, so that should not be a major issue on Mars. Radiation and lack of oxygen are probably the biggest problems, but that has nothing to do with recreation, only survival.